-39.3%
CLS vs ADP
+21.2%
-60.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | -0.6% |
| 7D | -22.2% | +3.2% | -25.4% | -19.6% |
| 30D | -44.4% | +14.9% | -59.3% | -37.3% |
| 3M | -34.3% | +11.6% | -45.9% | -26.9% |
| 6M | -50.1% | +48.5% | -98.5% | -33.5% |
| YTD | -30.1% | +20.6% | -50.7% | -24.8% |
| 1Y | -39.3% | +23.7% | -63.0% | -32.1% |
| All | -39.3% | +21.2% | -60.5% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ADP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling